diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index ee78fe2d..7ad1f92b 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -8,6 +8,7 @@ CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', CREATE TYPE action AS ENUM('NEW', 'UPDATE', 'CANCEL'); CREATE TYPE currency AS ENUM('USD', 'CAD', 'EUR', 'YEN'); CREATE TYPE bbg_type AS ENUM('Mtge', 'Corp'); +CREATE type day_count AS ENUM('ACT/360', 'ACT/ACT', '30/360', 'ACT/365') CREATE TABLE counterparties(code varchar(12) primary key, name text, @@ -81,6 +82,7 @@ CREATE TABLE securities(identifier varchar(12) PRIMARY KEY, spread float, coupon float, frequency smallint, + day_count day_count, first_coupon_date date, pay_delay smallint, currency currency default 'USD', |